CI Energy Giants Coverd Call Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.59% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8288 | 3.86 | |
| 0.0879 | 2.81 | |
| 0.8019 | 15.25 | |
| -1.8226 | -3.23 | |
| 2.7997 | 3.11 | |
| -1.2460 | -1.94 | |
| 0.7728 | 1.52 | |
| -1.2319 | -2.32 | |
| 1.1748 | 2.36 | |
| -1.0720 | -2.66 | |
| 1.3432 | 3.70 | |
| -0.9702 | -3.69 |
Estimation Period:
Feb 10, 2015 to Feb 6, 2026
Feb 10, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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